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~subject:"Duales Optimierungsproblem"
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Duales Optimierungsproblem
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algorithms
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set-valued risk measures
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vector optimization
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Calder-Wang, Sophie
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Hamel, Andreas
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Heyde, Frank
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Multiobjective programming and goal programming : theoretical results and practical applications
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ECONIS (ZBW)
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The attainment of the solution of the dual program in vertices for vectorial linear programs
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Multiobjective programming and goal programming : …
,
(pp. 13-24)
.
2009
Persistent link: https://www.econbiz.de/10003841775
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A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
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